I apologise if the first part of my suggestion is a bit insulting but I obviously don't know how familiar you are with the transfer part of the game, so to save everyone's time, best to be blunt on these matters and cover the basics.
The transfer screen has no 'back' arrow in the top right corner like other screens do, so once in there, the only way back out is to hit the Escape key.
If you knew that already and that isn't the problem, fair enough
....
I have on occasion had the game crash out before when transferring in a horse, but never freeze so it may well be linked to a corrupted piece of data. With my issue above, I just moved forward a few days in the season, tried the transfer again and it worked so that might be worth a try. If still problem persists, is it one particular horse or a bunch different ones??